Markov-switching model selection using Kullback-Leibler divergence
| Year of publication: |
2006
|
|---|---|
| Authors: | Smith, Aaron ; Naik, Prasad A. ; Tsai, Chih-Ling |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 134.2006, 2, p. 553-577
|
| Publisher: |
Elsevier |